Winners
Paper | Author(s) | Year | Issue |
---|---|---|---|
"Original Issue High yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls" | Paul Asquith, David W. Mullins, Jr., and Eric D. Wolff | 1989 | September 1989 |
"Margin Regulation and Stock Market Volatility" | David A. Hsieh and Merton H. Miller | 1990 | March 1990 |
"The Long-Run Performance of Initial Public Offerings" | Jay R. Ritter | 1991 | March 1991 |
"The Cross-Section of Expected Stock Returns" | Eugene F. Fama and Kenneth R. French | 1992 | June 1992 |
"An Empirical Analysis of Illegal Insider Trading | Lisa K. Meulbroek | 1993 | December 1992 |
"The Benefits of Lending Relationships: Evidence from Small Business Data" | Mitchell A. Petersen and Raghuram G. Rajan | 1994 | March 1994 |
"Why Do NASDAQ Market Makers Avoid Odd-Eighth Quotes?" | William G. Christie and Paul Schultz | 1995 | December 1994 |
"On the Predictability of Stock Returns: An Asset-Allocation Perspective" | Shmuel Kandel and Robert F. Stambaugh | 1996 | June 1996 |
"Evidence on the Characteristics of the Cross Sectional Variation in Stock Returns" | Kent Daniel and Sheridan Titman | 1997 | March 1997 |
"How Costly is Financial (not Economic) Distress? Evidence from Highly Leveraged Transactions that Became Distressed" | Gregor Andrade and Steven N. Kaplan | 1998 | October 1998 |
"Investor Psychology and Security Market Under - and Overreaction" | Kent Daniel, David Hirshleifer, and Avanidhar Subrahmanyam | 1999 | December 1998 |
"Home Bias at Home: Local Equity Preference in Domestic Portfolios" | Joshua D. Coval and Tobias J. Moskowitz | 2000 | December 1999 |
"Have Individual Stocks Become More Volatile: An Empirical Exploration of Idiosyncratic Risk" | John Y. Campbell, Martin Lettau, and Burton G. Malkiel, and Yexiao Xu | 2001 | February 2001 |
"Limited Arbitrage in Equity Markets" | Mark Mitchell, Todd Pulvino and Erik Stafford | 2002 | April 2002 |
"Stock Valuation and Learning about Profitability" | Luboš Pástor and Pietro Veronesi | 2003 | October 2003 |
"Hedge Funds and the Technology Bubble" | Markus K. Brunnermeier and Stefan Nagel | 2004 | October 2004 |
"Do Behavioral Biases Affect Prices?" "The Value Premium" |
Joshua D. Coval and Tyler Shumway Lu Zhang |
2005(tie) | February 2005 February 2005 |
"The Price Impact and Survival of Irrational Traders" | Leonid Kogan, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield | 2006 | February 2006 |
"Giving Content to Investor Sentiment: The Role of Media in the Stock Market" | Paul C. Tetlock | 2007 | June 2007 |
"Collective Risk Management in a Flight to Quality" | Ricardo J. Caballero and Arvind Krishnamurthy | 2008 | October 2008 |
"Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading" | Péter Kondor | 2009 | April 2009 |
"Levered Returns" | Joao F. Gomes and Lukas Schmid | 2010 | April 2010 |
Read more about this topic: Smith Breeden Prize
Famous quotes containing the word winners:
“The two real political parties in America are the Winners and the Losers. The people dont acknowledge this. They claim membership in two imaginary parties, the Republicans and the Democrats, instead.”
—Kurt Vonnegut, Jr. (b. 1922)